Quantum state transfer between microwave and optical frequencies is essential for connecting superconducting quantum circuits to optical systems and extending microwave quantum networks over long distances. However, establishing such a quantum interface is extremely challenging because the standard direct quantum transduction requires both high coupling efficiency and small added noise. We propose an entanglement-based scheme-generating microwave-optical entanglement and using it to transfer quantum states via quantum teleportation-which can bypass the stringent requirements in direct quantum transduction and is robust against loss errors. In addition, we propose and analyze a counterintuitive design-suppress the added noise by placing the device at a higher temperature environment-which can improve both the device quality factor and power handling capability. We systematically analyze the generation and verification of entangled microwave-optical-photon pairs. The parameter for entanglement verification favors the regime of cooperativity mismatch and can tolerate certain thermal noises. Our scheme is feasible given the latest advances on electro-optomechanics, and can be generalized to various physical systems.